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Record W4413419517 · doi:10.21872/2024iise_7974

Financial Risk in Supply Chains: Predicting Bankruptcy in Private Firms Using Public Data

2024· article· en· W4413419517 on OpenAlexaboutno aff
Ryan T. Jackovic, Reem Khir, Isabella T. Sanders

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Distress and Bankruptcy Prediction
Canadian institutionsnot available
Fundersnot available
KeywordsBankruptcyBusinessSupply chainFinanceMarketing

Abstract

fetched live from OpenAlex

Risk management plays a critical role in designing and operating effective and resilient supply chains. This paper focuses on bankruptcy as a measure for assessing the financial risk of companies within supply chain networks. While numerous bankruptcy models for public companies exist in literature, there is a lack of predictive bankruptcy models tailored for private firms, which serve as key entities within many supply chain networks. Existing models for private firms either depend on data that would require insider knowledge or focus on countries where private firms must disclose financials publicly. It is notably difficult to predict bankruptcy of private firms in the United States and Canada where such companies are not required by law to publicly disclose financials. This paper introduces an innovative quantitative bankruptcy prediction model tailored for private U.S. companies, leveraging publicly available information including but not limited to sentiment analysis, geographic location, firm age, and economic indicators. The methodology integrates the data of these diverse sources through a logistic regression model which outputs a bankruptcy classification that can be subsequently utilized in the design and planning of resilient supply chains. Our framework provides purchasers and investors with a simple way to assess bankruptcy risk using only publicly available information. The model can also be used in conjunction with other predictive metrics in a holistic risk assessment model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.603
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0010.004
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.042
GPT teacher head0.254
Teacher spread0.211 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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